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AxiomSL hosts London workshop on preparing for the FRTB

AxiomSL hosted a workshop in London today to discuss questions arising out of the substantial changes required to banking risk models, data, technology and processes in preparation for the implementation of the Fundamental Review of the Trading Book (FRTB).

Attendees at the event from local and international banks heard presentations and insightful discussions covering topics including the Sensitivities Based Approach (SBA), Delta Risk Charge, Vega Risk Charge, Curvature Risk Charge and Default Risk Charge calculations and the new data requirements.

One of a series of customer-focused events in 2016 to support our clients deal with the evolving regulatory environment, the workshop offered the opportunity for industry peers to seek answers on how to work towards a seamless and successful implementation of FRTB.

Leading the session, Nicola Hortin, Head of Regulatory Analysis, EMEA, AxiomSL said, “FRTB will result in significant changes for banks using either standardized or modelled approaches for market risk calculations.

“The workshop offered a valuable opportunity for clients to meet with both peers and ourselves, as we get closer to the implementation of Basel’s FRTB.”